NYMEX Light Sweet Crude Oil Future May 2017
| Trading Metrics calculated at close of trading on 28-Mar-2017 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
27-Mar-2017 |
28-Mar-2017 |
Change |
Change % |
Previous Week |
| Open |
48.12 |
47.89 |
-0.23 |
-0.5% |
49.25 |
| High |
48.28 |
48.74 |
0.46 |
1.0% |
49.48 |
| Low |
47.08 |
47.80 |
0.72 |
1.5% |
47.01 |
| Close |
47.73 |
48.37 |
0.64 |
1.3% |
47.97 |
| Range |
1.20 |
0.94 |
-0.26 |
-21.7% |
2.47 |
| ATR |
1.17 |
1.15 |
-0.01 |
-1.0% |
0.00 |
| Volume |
466,176 |
502,377 |
36,201 |
7.8% |
2,823,571 |
|
| Daily Pivots for day following 28-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
51.12 |
50.69 |
48.89 |
|
| R3 |
50.18 |
49.75 |
48.63 |
|
| R2 |
49.24 |
49.24 |
48.54 |
|
| R1 |
48.81 |
48.81 |
48.46 |
49.03 |
| PP |
48.30 |
48.30 |
48.30 |
48.41 |
| S1 |
47.87 |
47.87 |
48.28 |
48.09 |
| S2 |
47.36 |
47.36 |
48.20 |
|
| S3 |
46.42 |
46.93 |
48.11 |
|
| S4 |
45.48 |
45.99 |
47.85 |
|
|
| Weekly Pivots for week ending 24-Mar-2017 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
55.56 |
54.24 |
49.33 |
|
| R3 |
53.09 |
51.77 |
48.65 |
|
| R2 |
50.62 |
50.62 |
48.42 |
|
| R1 |
49.30 |
49.30 |
48.20 |
48.73 |
| PP |
48.15 |
48.15 |
48.15 |
47.87 |
| S1 |
46.83 |
46.83 |
47.74 |
46.26 |
| S2 |
45.68 |
45.68 |
47.52 |
|
| S3 |
43.21 |
44.36 |
47.29 |
|
| S4 |
40.74 |
41.89 |
46.61 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
48.74 |
47.01 |
1.73 |
3.6% |
1.00 |
2.1% |
79% |
True |
False |
514,061 |
| 10 |
50.14 |
47.01 |
3.13 |
6.5% |
0.99 |
2.1% |
43% |
False |
False |
490,289 |
| 20 |
54.85 |
47.01 |
7.84 |
16.2% |
1.20 |
2.5% |
17% |
False |
False |
365,595 |
| 40 |
55.45 |
47.01 |
8.44 |
17.4% |
1.11 |
2.3% |
16% |
False |
False |
233,506 |
| 60 |
57.50 |
47.01 |
10.49 |
21.7% |
1.18 |
2.4% |
13% |
False |
False |
173,496 |
| 80 |
57.50 |
47.01 |
10.49 |
21.7% |
1.19 |
2.5% |
13% |
False |
False |
139,116 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
52.74 |
|
2.618 |
51.20 |
|
1.618 |
50.26 |
|
1.000 |
49.68 |
|
0.618 |
49.32 |
|
HIGH |
48.74 |
|
0.618 |
48.38 |
|
0.500 |
48.27 |
|
0.382 |
48.16 |
|
LOW |
47.80 |
|
0.618 |
47.22 |
|
1.000 |
46.86 |
|
1.618 |
46.28 |
|
2.618 |
45.34 |
|
4.250 |
43.81 |
|
|
| Fisher Pivots for day following 28-Mar-2017 |
| Pivot |
1 day |
3 day |
| R1 |
48.34 |
48.22 |
| PP |
48.30 |
48.06 |
| S1 |
48.27 |
47.91 |
|